+755.6%
GOOGL vs VALE
+526.3%
+229.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -1.4% | +8.6% | -10.0% | -3.4% |
| 3M | -5.3% | +2.0% | -7.3% | -6.0% |
| 6M | +9.8% | +2.1% | +7.7% | +8.7% |
| YTD | +8.4% | +20.2% | -11.9% | +2.7% |
| 1Y | +41.2% | +55.2% | -14.0% | +25.7% |
| 3Y | +149.6% | +45.9% | +103.7% | +122.4% |
| 5Y | +142.6% | +41.4% | +101.2% | +109.4% |
| All | +755.6% | +526.3% | +229.2% | +436.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling